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Functional sample path properties of subsequence’s C-R increments for a Wiener process in H¨older norm

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Abstract

In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by H¨older norm, we discuss the functional sample path properties of subsequence’s C-R increments for a Wiener process in H¨older norm. The obtained results, generalize the corresponding results of Chen and the classic Strassen’s law of iterated logarithm for a Wiener process.

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Authors and Affiliations

  1. School of Mathematics & Computer Science, Wuhan Polytechnic University, Wuhan, 430023, China

    Qi-cai Wei

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  1. Qi-cai Wei
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Correspondence to Qi-cai Wei.

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Supported by the Natural Science Foundation of Hubei Province of China (2011CDB229).

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Wei, Qc. Functional sample path properties of subsequence’s C-R increments for a Wiener process in H¨older norm. Appl. Math. J. Chin. Univ. 30, 217–226 (2015). https://doi.org/10.1007/s11766-015-3114-0

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  • DOI: https://doi.org/10.1007/s11766-015-3114-0

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